Credit Suisse Real Estate APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:16.01% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 9.87 | |
| 0.0942 | 10.92 | |
| 0.8804 | 89.25 | |
| 0.1792 | 2.43 | |
| 1.2776 | 16.22 |
Estimation Period:
Jul 13, 2020 to Feb 27, 2026
Jul 13, 2020 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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